Review of WinBUGS 1.4

被引：40

作者：

Cowles, MK ^{[1
]}

机构：

[1] Univ Iowa, Dept Stat & Actuarial Sci, Iowa City, IA USA

[2] Univ Iowa, Dept Biostat, Iowa City, IA USA

来源：

AMERICAN STATISTICIAN | 2004年 / 58卷 / 04期

关键词：

Bayesian analysis; MCMC;

D O I：

10.1198/000313004X8515

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

WinBUGS, a software package that uses Markov chain Monte Carlo (MCMC) methods to fit Bayesian statistical models, has facilitated Bayesian analysis in a wide variety of applications areas. This review shows the steps required to fit a Bayesian model with WinBUGS, and discusses the package's strengths and weaknesses. WinBUGS is highly recommended for both simple and complex Bayesian analyses, with the caveat that users require knowledge of both Bayesian methods and issues in MCMC.

引用

页码：330 / 336

页数：7

共 14 条

[1]

Brooks SP, 1998, J ROY STAT SOC D-STA, V47, P69, DOI 10.1111/1467-9884.00117

[2] General methods for monitoring convergence of iterative simulations [J].

Brooks, SP ;

Gelman, A .

JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 1998, 7 (04) :434-455

[3] Markov chain Monte Carlo convergence diagnostics: A comparative review [J].

Cowles, MK ;

Carlin, BP .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1996, 91 (434) :883-904

[4] SAMPLING-BASED APPROACHES TO CALCULATING MARGINAL DENSITIES [J].

GELFAND, AE ;

SMITH, AFM .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1990, 85 (410) :398-409

[5] STOCHASTIC RELAXATION, GIBBS DISTRIBUTIONS, AND THE BAYESIAN RESTORATION OF IMAGES [J].

GEMAN, S ;

GEMAN, D .

IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 1984, 6 (06) :721-741

[6]

Gilks W., 1995, Markov Chain Monte Carlo in Practice, DOI 10.1201/b14835

[7]

Gilks W. R., 1992, BAYESIAN STATISTICS, V4, P641

[8]

LAURITZEN SL, 1988, J ROY STAT SOC B MET, V50, P157

[9] EQUATION OF STATE CALCULATIONS BY FAST COMPUTING MACHINES [J].

METROPOLIS, N ;

ROSENBLUTH, AW ;

ROSENBLUTH, MN ;

TELLER, AH ;

TELLER, E .

JOURNAL OF CHEMICAL PHYSICS, 1953, 21 (06) :1087-1092

[10]

Montgomery D. C., 1991, DESIGN ANAL EXPT

← 1 2 →